V-Lab: AEX-Index MF2-GARCH Volatility Analysis

V-Lab

AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:14.09% (-0.66%)

Analysis last updated: Thursday, May 8, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8353	221.51
$γ$	0.1825	41.82
$λ_{1}$	0.0082	4.11
$λ_{2}$	0.0447	3.80
$λ_{3}$	0.9486	70.08

Estimation Period:
Jan 1, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts